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# Category Archives: mathematics

## Happy Newtonmas!

When knowledge conquered fear … And, what better way to celebrate than watching the National Geographic Cosmos episode, When knowledge conquered fear, hosted by the great Dr Neil deGrasse Tyson, Director of the Hayden Planetarium in New York City.

## Cathy O’Neil’s WEAPONS OF MATH DESTRUCTION: A Review

(Revised and updated Monday, 24th October 2016.) Weapons of Math Destruction, Cathy O’Neil, published by Crown Random House, 2016. This is a thoughtful and very approachable introduction and review to the societal and personal consequences of data mining, data science, … Continue reading

Posted in citizen data, citizen science, citizenship, civilization, compassion, complex systems, criminal justice, Daniel Kahneman, data science, deep recurrent neural networks, destructive economic development, economics, education, engineering, ethics, Google, ignorance, Joseph Schumpeter, life purpose, machine learning, Mathbabe, mathematics, mathematics education, maths, model comparison, model-free forecasting, numerical analysis, numerical software, open data, optimization, organizational failures, planning, politics, prediction, prediction markets, privacy, rationality, reason, reasonableness, risk, silly tech devices, smart data, sociology, Techno Utopias, testing, the value of financial assets, transparency
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## Polls, Political Forecasting, and the Plight of Five Thirty Eight

On 17th October 2016 AT 7:30 p.m., Nate Silver of FiveThirtyEight.com wrote about how, as former Secretary of State Hillary Clinton’s polling numbers got better, it was more difficult for FiveThirtyEight‘s models to justify increasing her probability of winning, although … Continue reading

Posted in abstraction, American Statistical Association, anemic data, citizen science, citizenship, civilization, economics, education, forecasting, information theoretic statistics, mathematics, maths, politics, prediction markets, sociology, the right to know, theoretical physics, thermodynamics
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## “All models are wrong. Some models are useful.” — George Box

(Image courtesy of the Damien Garcia.) As a statistician and quant, I’ve thought hard about that oft-cited Boxism. I’m not sure I agree. It’s not that there is such a thing as a perfect model, or correct model, whatever in … Continue reading

Posted in abstraction, American Association for the Advancement of Science, astronomy, astrophysics, mathematics, model-free forecasting, numerics, perceptions, physical materialism, physics, rationality, reason, reasonableness, science, spatial statistics, splines, statistics, the right to know, theoretical physics, time series
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## Repaired R code for Markov spatial simulation of hurricane tracks from historical trajectories

I’m currently studying random walk and diffusion processes and their connections with random fields. I’m interested in this because at the core of dynamic linear models, Kalman filters, and state-space methods there is a random walk in a parameter space. … Continue reading

Posted in American Meteorological Association, American Statistical Association, AMETSOC, Arthur Charpentier, atmosphere, diffusion, diffusion processes, dynamic linear models, dynamical systems, environment, geophysics, hurricanes, Kalman filter, Kerry Emanuel, Lévy flights, Lorenz, Markov chain random fields, mathematics, mathematics education, maths, MCMC, mesh models, meteorological models, meteorology, model-free forecasting, Monte Carlo Statistical Methods, numerical analysis, numerical software, oceanography, open data, open source scientific software, physics, random walk processes, random walks, science, spatial statistics, state-space models, statistical dependence, statistics, stochastic algorithms, stochastics, time series
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## “Holy crap – an actual book!”

Originally posted on mathbabe:

Yo, everyone! The final version of my book now exists, and I have exactly one copy! Here’s my editor, Amanda Cook, holding it yesterday when we met for beers: Here’s my son holding it: He’s offered…

Posted in American Association for the Advancement of Science, Buckminster Fuller, business, citizen science, citizenship, civilization, complex systems, confirmation bias, data science, data streams, deep recurrent neural networks, denial, economics, education, engineering, ethics, evidence, Internet, investing, life purpose, machine learning, mathematical publishing, mathematics, mathematics education, maths, moral leadership, multivariate statistics, numerical software, numerics, obfuscating data, organizational failures, politics, population biology, prediction, prediction markets, privacy, quantitative biology, quantitative ecology, rationality, reason, reasonableness, rhetoric, risk, Schnabel census, smart data, sociology, statistical dependence, statistics, the right to be and act stupid, the right to know, the value of financial assets, transparency, UU Humanists
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## France, and Mathematics

Cédric Villani, does Mathematics. “Problems worthy of attack, prove their worth by hitting back.” — Piet Hein

## On Smart Data

One of the things I find surprising, if not astonishing, is that in the rush to embrace Big Data, a lot of learning and statistical technique has been left apparently discarded along the way. I’m hardly the first to point … Continue reading

Posted in Akaike Information Criterion, Bayes, Bayesian, Bayesian inversion, big data, bigmemory package for R, changepoint detection, data science, data streams, dlm package, dynamic generalized linear models, dynamic linear models, dynamical systems, Generalize Additive Models, generalized linear models, information theoretic statistics, Kalman filter, linear algebra, logistic regression, machine learning, Markov Chain Monte Carlo, mathematics, mathematics education, maths, maximum likelihood, MCMC, Monte Carlo Statistical Methods, multivariate statistics, numerical analysis, numerical software, numerics, quantitative biology, quantitative ecology, rationality, reasonableness, sampling, smart data, state-space models, statistical dependence, statistics, the right to know, time series
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## “Catching long tail distribution” (Ted Dunning)

One of the best presentations on what can happen if someone takes a naive approach to network data. It also highlights what is, to my mind, the greatly underappreciated t-distribution, which is typically only used in connection with frequentist Student … Continue reading

## Climate Denial Fails Pepsi Challenge

Originally posted on Climate Denial Crock of the Week:

Stephen Lewandowsky specializes in conducting research that pulls back the curtain climate denial psychology. He’s done it again. Washington Post: Researchers have designed an inventive test suggesting that the arguments commonly used…

Posted in American Association for the Advancement of Science, American Statistical Association, card draws, card games, chance, climate, climate change, climate data, climate education, confirmation bias, data science, denial, disingenuity, education, false advertising, fear uncertainty and doubt, fossil fuels, games of chance, geophysics, global warming, ignorance, mathematics, mathematics education, maths, obfuscating data, rationality, reasonableness, risk, science, science education, sociology, the right to know
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## Cory Lesmeister’s treatment of Simson’s Paradox (at “Fear and Loathing in Data Science”)

(Updated 2016-05-08, to provide reference for plateaus of ML functions in vicinity of MLE.) Simpson’s Paradox is one of those phenomena of data which really give Statistics a substance and a role, beyond the roles it inherits from, say, theoretical … Continue reading

Posted in Akaike Information Criterion, approximate Bayesian computation, Bayes, Bayesian, evidence, Frequentist, games of chance, information theoretic statistics, Kalman filter, likelihood-free, mathematics, maths, maximum likelihood, Monte Carlo Statistical Methods, probabilistic programming, rationality, Rauch-Tung-Striebel, Simpson's Paradox, state-space models, statistical dependence, statistics, stochastics
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## “Lucky d20” (by Tamino, with my reblogging comments)

Originally posted on Open Mind:

What with talk of killer heat waves, droughts, floods, etc. etc., this blog tends to get pretty serious. When it does, we don’t deal with happy prospects, but with the danger of worldwide catastrophe. But…

## Of my favorite things …

(Clarifying language added 4 Apr 2016, 12:26 EDT.) I just watched an episode from the last season of Star Trek: The Next Generation entitled “Force of Nature.” As anyone who pays the least attention to this blog knows, opposing human … Continue reading

Posted in Anthropocene, bridge to somewhere, bucket list, Buckminster Fuller, Carl Sagan, climate, climate change, climate disruption, climate education, compassion, data science, Earle Wilson, ecology, Ecology Action, environment, evolution, geophysics, George Sughihara, global warming, Hyper Anthropocene, life purpose, mathematics, mathematics education, maths, numerical analysis, optimization, philosophy, physical materialism, physics, population biology, population dynamics, proud dad, quantitative biology, quantitative ecology, rationality, reasonableness, science, sociology, statistics, stochastic algorithms
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## patents disincentivize progress

Very interesting.

## “Grid shading by simulated annealing” [Martyn Plummer]

Source: Grid shading by simulated annealing (or what I did on my holidays), aka “fun with GCHQ job adverts”, by Martyn Plummer, developer of JAGS. Excerpt: I wanted to solve the puzzle but did not want to sit down with … Continue reading

Posted in approximate Bayesian computation, Bayesian, Bayesian inversion, Boltzmann, BUGS, Christian Robert, Gibbs Sampling, JAGS, likelihood-free, Markov Chain Monte Carlo, Martyn Plummer, mathematics, maths, MCMC, Monte Carlo Statistical Methods, optimization, probabilistic programming, SPSA, stochastic algorithms, stochastic search
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## Ah, Hypergeometric!

(“Ah, Hypergeometric!” To be said with the same resignation and acceptance as in “I’ll burn my books–Ah, Mephistopheles!” from Faust.)😉 Dr John Cook, eminent all ’round statistician (with a specialty in biostatistics) and statistical consultant, took up a comment I … Continue reading

## high dimension Metropolis-Hastings algorithms

If attempting to simulate from a multivariate standard normal distribution in a large dimension, when starting from the mode of the target, i.e., its mean γ, leaving the mode γis extremely unlikely, given the huge drop between the value of the density at the mode γ and at likely realisations Continue reading

Posted in Bayes, Bayesian, Bayesian inversion, boosting, chance, Christian Robert, computation, ensembles, Gibbs Sampling, James Spall, Jerome Friedman, Markov Chain Monte Carlo, mathematics, maths, MCMC, Monte Carlo Statistical Methods, multivariate statistics, numerical software, numerics, optimization, reasonableness, Robert Schapire, SPSA, state-space models, statistics, stochastic algorithms, stochastic search, stochastics, Yoav Freund
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## Causal Diagrams

Like Sankey diagrams, causal diagrams are a useful tool to assess and communicate complicated systems and their intrarelationships: It’s possible to use these for analysis and prescription: Here is the (promised) presentation on reenforcing loops: So how can these techniques … Continue reading

Posted in adaptation, bridge to nowhere, Carbon Cycle, carbon dioxide, carbon dioxide sequestration, Carbon Tax, Carbon Worshipers, causal diagrams, clean disruption, climate, climate change, climate disruption, climate education, climate models, demand-side solutions, differential equations, dynamical systems, ecology, economics, energy utilities, environment, exponential growth, fossil fuel divestment, fossil fuels, global warming, greenhouse gases, greenwashing, Hyper Anthropocene, mathematics, mathematics education, maths, methane, mitigation, natural gas, planning, prediction, rationality, reasonableness, recycling, Sankey diagram, sustainability, the right to know, zero carbon
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## El Nino In A Can – Dan’s Wild Wild Science Journal – AGU Blogosphere

Click the image above to see a video from the GFDL CM2.6 climate model. This is NOT this year’s El Nino. When you start a climate model in which the ocean and the land and atmosphere can inte… Source: El … Continue reading

Posted in AMETSOC, astrophysics, climate, climate change, climate models, computation, Dan Satterfield, differential equations, diffusion, diffusion processes, dynamical systems, ENSO, environment, forecasting, geophysics, global warming, Hyper Anthropocene, Kerry Emanuel, mathematics, maths, mesh models, meteorology, model comparison, NASA, NCAR, NOAA, numerical analysis, oceanography, physics, Principles of Planetary Climate, rationality, Ray Pierrehumbert, reasonableness, science, Spaceship Earth, stochastics, supercomputers, the right to know, thermodynamics, time series
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## “1D Wave with Delta Potential and Triangle Initial Position” (Jeff Galkowski, Stanford)

The latest calculations from Jeff Galkowski, of Stanford.

Posted in computation, engineering, Jeff Galkowski, mathematics, maths, McGill University, numerical analysis, numerical software, physics, proud dad, quantum, scattering, science, Stanford University, the right to know, University of California Berkeley, University of Rochester, wave equations, waves
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## Southern Oscillation (SOI) correlated with Outgoing Longwave Radiation (OLR)

To the climate community this is nothing at all new, but I spotted these time series today and thought they would make a nice exhibit on how something people have direct control over, greenhouse gas emissions, affect a “teleconnection mechanism” … Continue reading

Posted in AMETSOC, bifurcations, carbon dioxide, climate, climate change, climate disruption, climate models, Dan Satterfield, differential equations, dynamic linear models, dynamical systems, ENSO, environment, forecasting, generalized linear models, geophysics, global warming, greenhouse gases, IPCC, Mathematica, mathematics, maths, meteorology, NCAR, NOAA, numerical software, oceanography, open data, physics, population biology, Principles of Planetary Climate, rationality, reasonableness, science, Spaceship Earth, state-space models, thermodynamics, time series
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## Irrelevant power utilities

Irrelevant. Power utilities and fossil fuel companies are the walking dead, because they simply cannot compete in a free market with solar installations and locally installed and used wind, even without subsidies. And, they are trying to use regulations and … Continue reading

Posted in bridge to nowhere, chance, clean disruption, consumption, decentralized electric power generation, decentralized energy, demand-side solutions, destructive economic development, economics, efficiency, energy, energy reduction, energy utilities, ignorance, investment in wind and solar energy, mathematics, microgrids, optimization, physics, planning, public utility commissions, PUCs, rationality, reasonableness, risk, selfishness, solar power, SolarPV.tv, Spaceship Earth, sustainability, Tea Party, the right to know, the value of financial assets, Tony Seba, wind energy, wind power, zero carbon
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## On differential localization of tumors using relative concentrations of ctDNA. Part 1.

Like most mammalian tissue, tumors often produce shards of DNA as a byproduct of cell death and fracture. This circulating tumor DNA is being studied as a means of detecting tumors or their resurgence after treatment. (See also a Q&A … Continue reading

Posted in approximate Bayesian computation, Bayesian, Bayesian inversion, cardiovascular system, diffusion, dynamic linear models, eigenanalysis, engineering, forecasting, mathematics, maths, medicine, networks, prediction, spatial statistics, statistics, stochastic algorithms, stochastic search, wave equations
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## How nice it is that Nature and probability bend to developers whims!

As I have mentioned before, it’s so nice that Nature and probability bend to the whims of property developers and their Town Fathers, with the willing participation of the Federal Emergency Management Agency (FEMA). If you had property at risk … Continue reading

Posted in capricious gods, chance, citizenship, climate data, conservation, denial, ecology, engineering, environment, ethics, games of chance, ignorance, living shorelines, mathematics, meteorology, obfuscating data, planning, politics, precipitation, prediction, probability, rationality, reasonableness, risk, spatial statistics, University Station, Westwood
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## “Too late to prevent climate change: Here’s how we adapt” (Alice Bows-Larkin)

Here’s how we adapt.

Posted in adaptation, Anthropocene, astrophysics, bridge to nowhere, capricious gods, carbon dioxide, chance, citizenship, civilization, climate, climate change, climate disruption, climate education, ecology, economics, environment, ethics, forecasting, fossil fuels, games of chance, geophysics, global warming, Hyper Anthropocene, ignorance, mathematics, maths, meteorology, mitigation, oceanography, physics, planning, prediction, probability, rationality, reasonableness, risk, science, statistics, sustainability, zero carbon
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## Waves in transmission problems ( by Jeff Galkowski)

“Distribution of resonances in scattering by thin barriers“, by Jeff Galkowski, Department of Mathematics, Stanford University. The lecture: “A solution to the wave equation for the transparent obstacle with speed 0.5. Damping is placed near the boundary of what is … Continue reading